What is the "TypicalX" parameter in the Optimization Toolbox?

For optimization functions in the Optimization Toolbox (e.g. FMINUNC, FMINCON, etc.), there is a "TypicalX" parameter that can be set using the OPTIMSET function. For example,

options = optimset('TypicalX', 1);

[x,fval] = fmincon(@myfun,x0,A,b, [], [], [], [], [], options)

Answer 1

[MathWorks Support Team]

This bug has been fixed in Release 2007a (R2007a). For previous product releases, read below for any possible workarounds:

"TypicalX" specifies the expected scaling or order of the optimization solution. It should be specified as an exponent in the form of 1e^n where n is the expected order of the solution. Functions in the Optimization Toolbox use this parameter in determining the optimization step size.

For example, if the solution of the optimization is expected in the order of 1e-2 , then the "TypicalX" parameter should be set to 1e-2.